+56.4%
TXN vs UL
+18.7%
+37.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +2.0% | -4.1% | +6.0% | +2.6% |
| 30D | -8.0% | -1.2% | -6.8% | -7.9% |
| 3M | -7.8% | +6.0% | -13.7% | -9.1% |
| 6M | +32.4% | -5.5% | +37.9% | +33.7% |
| YTD | +51.7% | -3.3% | +55.0% | +52.4% |
| 1Y | +44.3% | -9.8% | +54.1% | +47.1% |
| 3Y | +71.3% | +20.1% | +51.1% | +59.9% |
| 5Y | +56.4% | +19.2% | +37.2% | +42.2% |
| All | +56.4% | +18.7% | +37.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling